Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47958.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46563.43 Kr¶

PnL: ---------------------------------------> -325.14 Kr¶

DD now: ---------------------------------> -1.381 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:34:27.469385'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

Today¶

Return: 0.894 %¶

This Week¶

Return: 0.894 %¶

Total¶

Return: 57.003 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.380000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 5.960000 681.450000 104.450000 18.100000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.130000 446.800000 91.800000 25.860000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.350000 270.480000 24.480000 9.950000 246.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Midsona B 63 1.600000 601.650000 18.650000 3.200000 582.999984
OEM International B 7 1.300000 543.900000 15.900000 3.010000 527.999997
MedCap 2 2.830000 436.000000 15.000000 3.560000 421.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Intrum 4 1.430000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Boozt 12 -0.290000 1665.600000 11.600000 0.700000 1653.999996
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
AcadeMedia 12 0.640000 564.960000 7.960000 1.430000 557.000004
Resurs Holding 22 -0.560000 581.680000 7.680000 1.340000 573.999998
Essity B 2 0.450000 579.000000 5.000000 0.870000 574.000000
Karnov Group 9 -1.960000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.270000 547.250000 1.250000 0.230000 546.000000
Securitas B 6 0.830000 568.320000 -1.680000 -0.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.080000 561.450000 -2.550000 -0.450000 564.000000
CTEK 13 2.130000 528.970000 -5.030000 -0.940000 533.999999
SAAB B 8 2.120000 3352.000000 -25.000000 -0.740000 3377.000000
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.620000 3577.600000 -178.400000 -4.750000 3756.000001
Ovzon 52 3.650000 3104.400000 -257.600000 -7.660000 3361.999992
Fasadgruppen Group 35 -1.410000 3416.000000 -395.000000 -10.360000 3810.999990
TOTAL 46563.430000 -325.140000 -1.381% 46888.564618

Updated:¶

'2023-01-16 14:34:39.922382'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶